Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 648.245641 663.971538 679.442644 695.804236 712.611704 729.369306 747.336353
2026-02-08 627.345274 650.455605 673.501212 698.205686 723.937300 749.947764 778.227404
2026-02-15 611.872786 640.160056 668.651838 699.502989 731.969563 765.126235 801.553787
2026-02-22 599.723071 632.142649 665.068120 701.018410 739.176311 778.479412 822.037511
2026-03-01 588.954269 624.828108 661.525234 701.885835 745.046315 789.835484 839.854103
2026-03-08 578.789348 617.614528 657.587783 701.838923 749.478621 799.249379 855.215031
2026-03-15 571.058967 612.613518 655.650841 703.580020 755.499173 810.077746 871.840657
2026-03-22 562.762798 606.679637 652.412580 703.626209 759.421166 818.411438 885.561190
2026-03-29 556.672818 602.886672 651.259529 705.712420 765.357071 828.760037 901.336088
2026-04-05 551.792434 600.211727 651.140077 708.753368 772.183246 839.957706 917.949812
2026-04-12 546.359098 596.753031 650.002412 710.523342 777.477821 849.368037 932.513439
2026-04-19 542.641111 595.039273 650.651331 714.142049 784.710187 860.837394 949.311342
2026-04-26 538.212766 592.435364 650.229132 716.497226 790.484766 870.664325 964.286589
2026-05-03 534.117626 590.085580 649.984422 718.953616 796.292011 880.471347 979.211139
2026-05-10 529.470937 587.007522 648.827170 720.293566 800.766867 888.728328 992.355773
2026-05-17 525.211975 584.262213 647.949143 721.859870 805.422050 897.133600 1005.637482
2026-05-24 520.693342 581.129577 646.549903 722.756445 809.250539 904.555327 1017.773135
2026-05-31 515.722426 577.394272 644.387515 722.707957 811.936190 910.629170 1028.337230
2026-06-07 512.191616 575.213622 643.910555 724.507581 816.669654 918.990939 1041.503464
2026-06-14 507.636815 571.791493 641.955832 724.555322 819.344115 924.962921 1051.900491
2026-06-21 504.639046 570.082180 641.891025 726.711687 824.393033 933.625400 1065.396583
2026-06-28 502.409447 569.198787 642.721593 729.854941 830.548243 943.546666 1080.363247
2026-07-05 499.424947 567.393973 642.449261 731.684488 835.153844 951.665399 1093.239984